CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6090 |
1.6147 |
0.0057 |
0.4% |
1.6070 |
| High |
1.6110 |
1.6155 |
0.0045 |
0.3% |
1.6097 |
| Low |
1.6071 |
1.6106 |
0.0035 |
0.2% |
1.6027 |
| Close |
1.6104 |
1.6149 |
0.0045 |
0.3% |
1.6027 |
| Range |
0.0039 |
0.0049 |
0.0010 |
25.6% |
0.0070 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
4.2% |
0.0000 |
| Volume |
2 |
61 |
59 |
2,950.0% |
10 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6265 |
1.6176 |
|
| R3 |
1.6235 |
1.6216 |
1.6162 |
|
| R2 |
1.6186 |
1.6186 |
1.6158 |
|
| R1 |
1.6167 |
1.6167 |
1.6153 |
1.6177 |
| PP |
1.6137 |
1.6137 |
1.6137 |
1.6141 |
| S1 |
1.6118 |
1.6118 |
1.6145 |
1.6128 |
| S2 |
1.6088 |
1.6088 |
1.6140 |
|
| S3 |
1.6039 |
1.6069 |
1.6136 |
|
| S4 |
1.5990 |
1.6020 |
1.6122 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.6214 |
1.6066 |
|
| R3 |
1.6190 |
1.6144 |
1.6046 |
|
| R2 |
1.6120 |
1.6120 |
1.6040 |
|
| R1 |
1.6074 |
1.6074 |
1.6033 |
1.6062 |
| PP |
1.6050 |
1.6050 |
1.6050 |
1.6045 |
| S1 |
1.6004 |
1.6004 |
1.6021 |
1.5992 |
| S2 |
1.5980 |
1.5980 |
1.6014 |
|
| S3 |
1.5910 |
1.5934 |
1.6008 |
|
| S4 |
1.5840 |
1.5864 |
1.5989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6155 |
1.6027 |
0.0128 |
0.8% |
0.0022 |
0.1% |
95% |
True |
False |
13 |
| 10 |
1.6155 |
1.6014 |
0.0141 |
0.9% |
0.0014 |
0.1% |
96% |
True |
False |
7 |
| 20 |
1.6155 |
1.5843 |
0.0312 |
1.9% |
0.0007 |
0.0% |
98% |
True |
False |
4 |
| 40 |
1.6155 |
1.5843 |
0.0312 |
1.9% |
0.0004 |
0.0% |
98% |
True |
False |
3 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0003 |
0.0% |
79% |
False |
False |
5 |
| 80 |
1.6230 |
1.5767 |
0.0463 |
2.9% |
0.0002 |
0.0% |
83% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6363 |
|
2.618 |
1.6283 |
|
1.618 |
1.6234 |
|
1.000 |
1.6204 |
|
0.618 |
1.6185 |
|
HIGH |
1.6155 |
|
0.618 |
1.6136 |
|
0.500 |
1.6131 |
|
0.382 |
1.6125 |
|
LOW |
1.6106 |
|
0.618 |
1.6076 |
|
1.000 |
1.6057 |
|
1.618 |
1.6027 |
|
2.618 |
1.5978 |
|
4.250 |
1.5898 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6143 |
1.6132 |
| PP |
1.6137 |
1.6114 |
| S1 |
1.6131 |
1.6097 |
|